We experimentally create a neural network via a spatial light modulator, implementing connections between 2025 in parallel based on diffractive coupling. We numerically validate the scheme for at least 34.000 photonic neurons. Based on a digital micro-mirror array we demonstrate photonic reinforcement learning and predict a chaotic time-series via our optical neural network. The prediction error efficiently converges. Finally, we give insight based on the first investigation of effects to be encountered in neural networks physically implemented in analogue substrates.